In the post Build the most power hypothesis test: Part 1 we introduced Neyman-Pearson criterion and Sufficient Statistic. In this post, using both of these ideas we will develop an optimum decision rule. To interactively generate likelihood functions and see the impact of choosing $latex \mathrm{P_{FA}}$, do not forget to try the Shiny app linked … Continue reading Build the most powerful hypothesis test: Part 2
Tag: A/B Testing
Build the most powerful hypothesis test: Part 1
I tried my best not to come up with such a click-bait-y title for this post. However, Mr. Neyman (1894-1981) and Mr. Pearson (1895-1980) didn't leave much room for that. This is Part-1 of this two-part post. I have built an interactive Shiny app in R for visualizing what goes under the hood of these … Continue reading Build the most powerful hypothesis test: Part 1
